I would like to know how I can get market replay data tick by tick?
I would like too train or recap my hole trading week in the weekends but I work with a tick chart and when I do market replay I get a hole different chart.
Broker/Data: Multiple broker + Multiple feed (for access to specific exchanges)
Favorite Futures: European Indices, Precious Metals, Energy
Posts: 423 since Dec 2013
Thanks: 204 given,
Yes I read your message, the market replay is just downloaded market data on ninja servers recorded from live broker data. If you see differences that's not clear from your message kindly post some screen to illustrate. And I'll see if I can advise you.
The following user says Thank You to sands for this post:
If your real time broker / data feed is low quality or filtered, say for example Interactive Brokers, that would explain the difference.
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The following user says Thank You to Big Mike for this post:
My data feed is CQG but I think I have already found my answer. It is not possible to do market replay in tick mode because the servers from NT are downloading or saving the data in 1 second intervals and that is the problem.
You can see an example of March 17
You only get a couple of candles in market replay.